+16.6%
EIX vs CHD
+30.9%
-14.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.3% |
| 7D | +4.5% | +6.9% | -2.4% | +2.5% |
| 30D | +15.2% | +17.1% | -1.9% | +10.0% |
| 3M | -11.6% | +9.1% | -20.7% | -13.8% |
| 6M | -8.4% | +21.4% | -29.7% | -13.0% |
| YTD | +8.2% | +34.9% | -26.7% | -0.8% |
| 1Y | +16.6% | +31.0% | -14.5% | +7.5% |
| All | +16.6% | +30.9% | -14.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling